This a very old thread but I am curious about some details. The cockroach presents some particular problems in what is a traditional code of the amygdala, namely "fight or flight."
Firstly roaches inhabit our homes and therefore flight is impossible, we must eradicate the threat or live with it. As already discussed, revulsion is a normal response to them. The continued existence of some threats can make us used to them, but others at intermittent levels can exaggerate the effects over time. During WW2, reports from England found that bombing affected peoples` mental health more when it was intermittent (Living Through the Blitz-Tom Harrisson.) They appear suddenly in many cases. Further, the roach was in this girl`s shoe, she had physical contact with it.
Secondly, roaches are very tough, and have evolved over time to be very fast. They cannot always simply be squished, so the attempt to kill them is protracted. This would lead to a higher level of stress than than of killing a spider, for example.
Details are lacking, but the length of this case and it`s intensity are unusual of course, but at what point should we disregard the practical solution of buying a good insect killer, and start looking for psychological techniques?